Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921597
Last Value
272.21
+0.53 (+0.20%)
As of
CETWeek to Week Change
-0.56%
52 Week Change
11.39%
Year to Date Change
13.18%
Daily Low
271.46
Daily High
272.39
52 Week Low
211.84 — 30 Sep 2022
52 Week High
285.5299 — 31 Jul 2023
Top 10 Components
Apple Inc. | Technology | US |
Costco Wholesale Corp. | Retail | US |
NOVO NORDISK B | Health Care | DK |
SERVICENOW | Technology | US |
BHP GROUP LTD. | Basic Resources | AU |
BP | Energy | GB |
Texas Instruments Inc. | Technology | US |
PALO ALTO NETWORKS | Technology | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
Valero Energy Corp. | Energy | US |
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Low
High
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